Jeff Mishlove Member  Posts: 31 Joined: 10/11/2012 Location: Las Vegas, NV  User Profile | I believe that all of the settings were the ones pre-programmed into the ATM profile. The backtest was 1/1/1999 to 12/31/1999. The forward was from the Backtest end date until yesterday. The focus list consisted of 186 symbols. I presume that these are from the S&P and NASDAQ 100 combined. To my knowledge, this test did not use any of the ATM allocations. The report was generated, according to Ed's instructions, by running the to do list and then viewing the performance summary from the File > Print Reports menu. So, it was simply an opportunity to view the strategy performance over a lot of data. I ran the process eight different times, with about 20 different strategies checked off each time (because running all of the strategies at once caused overflow problems with my system). Jeff | |
